PARMHET: Stata module to produce heterogeneity tests in parmest resultssets

Roger Newson

Statistical Software Components from Boston College Department of Economics

Abstract: parmhet and parmiv are designed for use with parmest resultssets, which have one observation per estimated parameter and data on parameter estimates. parmhet inputs variables containing parameter estimates, standard errors and (optionally) degrees of freedom, and outputs an output dataset (or resultsset) with one observation, or one observation per by-group, and data on heterogeneity test statistics on the input parameters in the dataset or by-group. The output dataset can be listed to the Stata log, saved to a disk file, or written to memory, overwriting the existing dataset. Optionally, parmhet may also add variables to the existing dataset, containing inverse-variance weights and/or semi-weights and/or semi-weight-based standard errors. These additional variables may then be input to the metaparm module of the parmest package, to produce summary meta-analysed parameter estimates, using the fixed-effect method or the DerSimonian-Laird randomly-variable-effect method. parmiv is a routine intended for use by programmers, and inputs variables containing estimates, standard errors and (optionally) degrees of freedom, and outputs additional variables in the existing dataset, containing inverse-variance weights and/or semi-weights and/or semi-weight-based standard errors and/or heterogeneity test statistics for the dataset or by-group.

Language: Stata
Requires: Stata version 10.0
Keywords: resultssets; heterogeneity (search for similar items in EconPapers)
Date: 2010-09-23, Revised 2013-03-14
Note: This module should be installed from within Stata by typing "ssc install parmhet". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/p/parmhet.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/p/parmhet.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/p/parmiv.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/p/parmiv.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/p/parmhet_basic_opts.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/p/parmhet_hettest_opts.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/p/parmhet_resultsset.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/p/parmhet_resultsset_opts.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/p/parmhet_example1.dta sample data file (application/x-stata)

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